Uses of Interface
com.opengamma.strata.product.swap.SwapPaymentPeriod

Packages that use SwapPaymentPeriod

Package	Description
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.product.swap	Entity objects describing a swap.

Uses of SwapPaymentPeriod in com.opengamma.strata.pricer.impl.swap

Methods in com.opengamma.strata.pricer.impl.swap with parameters of type SwapPaymentPeriod

Modifier and Type	Method	Description
double	DispatchingSwapPaymentPeriodPricer.accruedInterest(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
MultiCurrencyAmount	DispatchingSwapPaymentPeriodPricer.currencyExposure(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
double	DispatchingSwapPaymentPeriodPricer.currentCash(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
void	DispatchingSwapPaymentPeriodPricer.explainPresentValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder)
double	DispatchingSwapPaymentPeriodPricer.forecastValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.forecastValueSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
double	DispatchingSwapPaymentPeriodPricer.presentValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.presentValueSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
double	DispatchingSwapPaymentPeriodPricer.pvbp(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder	DispatchingSwapPaymentPeriodPricer.pvbpSensitivity(SwapPaymentPeriod paymentPeriod, RatesProvider provider)

Uses of SwapPaymentPeriod in com.opengamma.strata.pricer.swap

Classes in com.opengamma.strata.pricer.swap with type parameters of type SwapPaymentPeriod

Modifier and Type	Interface	Description
interface	SwapPaymentPeriodPricer<T extends SwapPaymentPeriod>	Pricer for payment periods.

Methods in com.opengamma.strata.pricer.swap that return types with arguments of type SwapPaymentPeriod

Modifier and Type	Method	Description
SwapPaymentPeriodPricer<SwapPaymentPeriod>	DiscountingSwapLegPricer.getPeriodPricer()	Gets the underlying leg pricer.
static SwapPaymentPeriodPricer<SwapPaymentPeriod>	SwapPaymentPeriodPricer.standard()	Returns the standard instance of the function.

Constructor parameters in com.opengamma.strata.pricer.swap with type arguments of type SwapPaymentPeriod

Constructor	Description
DiscountingSwapLegPricer(SwapPaymentPeriodPricer<SwapPaymentPeriod> paymentPeriodPricer, SwapPaymentEventPricer<SwapPaymentEvent> paymentEventPricer)	Creates an instance.

Uses of SwapPaymentPeriod in com.opengamma.strata.product.swap

Subinterfaces of SwapPaymentPeriod in com.opengamma.strata.product.swap

Modifier and Type	Interface	Description
interface	NotionalPaymentPeriod	A period over which interest is accrued with a single payment calculated using a notional.

Classes in com.opengamma.strata.product.swap that implement SwapPaymentPeriod

Modifier and Type	Class	Description
class	KnownAmountNotionalSwapPaymentPeriod	A period within a swap that results in a known amount.
class	KnownAmountSwapPaymentPeriod	A period within a swap that results in a known amount.
class	RatePaymentPeriod	A period over which a rate of interest is paid.

Methods in com.opengamma.strata.product.swap that return SwapPaymentPeriod

Modifier and Type	Method	Description
SwapPaymentPeriod	SwapPaymentPeriod.adjustPaymentDate(TemporalAdjuster adjuster)	Adjusts the payment date using the rules of the specified adjuster.

Methods in com.opengamma.strata.product.swap that return types with arguments of type SwapPaymentPeriod

Modifier and Type	Method	Description
Optional<SwapPaymentPeriod>	ResolvedSwapLeg.findPaymentPeriod(LocalDate date)	Finds the payment period applicable for the specified accrual date.
ImmutableList<SwapPaymentPeriod>	ResolvedSwapLeg.getPaymentPeriods()	Gets the payment periods that combine to form the swap leg.
org.joda.beans.MetaProperty<ImmutableList<SwapPaymentPeriod>>	ResolvedSwapLeg.Meta.paymentPeriods()	The meta-property for the paymentPeriods property.

Methods in com.opengamma.strata.product.swap with parameters of type SwapPaymentPeriod

Modifier and Type	Method	Description
ResolvedSwapLeg.Builder	ResolvedSwapLeg.Builder.paymentPeriods(SwapPaymentPeriod... paymentPeriods)	Sets the paymentPeriods property in the builder from an array of objects.

Method parameters in com.opengamma.strata.product.swap with type arguments of type SwapPaymentPeriod

Modifier and Type	Method	Description
ResolvedSwapLeg.Builder	ResolvedSwapLeg.Builder.paymentPeriods(List<? extends SwapPaymentPeriod> paymentPeriods)	Sets the payment periods that combine to form the swap leg.